+96.4%
DDOG vs TSLQ
-97.8%
+194.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | +0.5% |
| 7D | +2.9% | -16.8% | +19.7% | -0.2% |
| 30D | -31.6% | -18.0% | -13.7% | -32.8% |
| 3M | -27.0% | -34.5% | +7.5% | -30.1% |
| 6M | -10.3% | -8.9% | -1.4% | -7.1% |
| YTD | +35.4% | -19.0% | +54.4% | +41.2% |
| 1Y | -1.0% | -38.2% | +37.2% | -0.7% |
| 3Y | +76.7% | -96.9% | +173.6% | +29.1% |
| All | +96.4% | -97.8% | +194.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling